국가지식-학술정보
ON THE EXISTENCE OF A UNIQUE INVARIANT PROBABILITY FOR A CLASS OF MARKOV PROCESSES
ON THE EXISTENCE OF A UNIQUE INVARIANT PROBABILITY FOR A CLASS OF MARKOV PROCESSES
- 대한수학회
- Bulletin of the Korean Mathematical Society
- Vol.30 No.1
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1993.0191 - 97 (7 pages)
- 0
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In this article, we consider the case that S is a topologically complete subspace of $R^{k}$ , and that .GAMMA. is a set of monotone functions on S into S. It is obtained the sugficient condition for the existence of a unique invariant probability to which $P^{(n}$/(x,dy) converges exponentially fast in a metric stronger than the Kolmogorov's distance. This extends the earlier results of Bhattacharya and Lee (1988) who considered the case .GAMMA. a set of nondecreasing functions.tions.
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